Anic Equity¶

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Total return since start: 0.714 %¶

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Equity now: -----------------------------> 52344.53 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45979.58 Kr¶

PnL: ---------------------------------------> -743.02 Kr¶

DD now: ---------------------------------> -1.46 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 13:46:09.187501'

Anic Portfolio¶

Today¶

Return: -0.37 %¶

This Week¶

Return: -1.36 %¶

Total portfolio value¶

Return including deposits: 71.363 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 4.940000 4533.300000 213.300000 4.940000 4320.000000
Nederman Holding 11 1.760000 2222.000000 38.500000 1.760000 2183.500000
BHG Group 49 4.530000 666.890000 27.890000 4.360000 638.999984
NCC B 7 2.170000 659.050000 5.050000 0.770000 653.999997
Eastnine 6 0.360000 661.200000 4.200000 0.640000 657.000000
Nolato B 12 0.650000 649.800000 4.200000 0.650000 645.600000
Profoto Holding 7 1.950000 585.200000 3.200000 0.550000 581.999999
SCA A 4 -0.530000 599.200000 0.200000 0.030000 599.000000
BONESUPPORT HOLDING 10 -0.330000 1221.000000 -3.000000 -0.250000 1224.000000
SynAct Pharma 9 -0.560000 641.700000 -3.300000 -0.510000 645.000003
Sdiptech B 3 1.040000 818.400000 -3.600000 -0.440000 822.000000
Latour B 2 -0.040000 445.200000 -3.800000 -0.850000 449.000000
Addtech B 3 -0.170000 696.000000 -4.000000 -0.570000 699.999999
Sampo Oyj SDB 1 1.210000 501.000000 -4.000000 -0.790000 505.000000
Addnode Group B 6 -0.720000 744.600000 -5.400000 -0.720000 750.000000
Embracer Group B 26 0.960000 656.370000 -5.630000 -0.850000 661.999988
NCC A 6 -1.000000 592.800000 -6.200000 -1.040000 598.999998
Investor B 3 -0.960000 649.200000 -6.300000 -0.960000 655.500000
Biotage 4 -1.660000 594.000000 -9.000000 -1.490000 603.000000
Humana 40 -0.120000 660.800000 -13.200000 -1.960000 674.000000
Indutrade 5 -0.530000 1306.000000 -14.000000 -1.060000 1320.000000
Balco Group 39 1.060000 1856.400000 -18.600000 -0.990000 1874.999997
Fortnox 10 -1.160000 647.400000 -20.600000 -3.080000 668.000000
Vitrolife 3 -1.060000 646.500000 -30.500000 -4.510000 677.000001
Lime Technologies 2 3.120000 562.000000 -31.000000 -5.230000 593.000000
Volati 5 -0.740000 536.000000 -38.000000 -6.620000 574.000000
Lundin Gold 7 -1.040000 931.000000 -43.000000 -4.410000 973.999999
Xvivo Perfusion 3 -2.910000 799.500000 -45.500000 -5.380000 845.000001
Creades A 7 -8.110000 562.800000 -48.200000 -7.890000 610.999998
Ambea 68 -0.920000 2477.920000 -59.080000 -2.330000 2537.000032
Investor A 16 -1.050000 3467.200000 -77.800000 -2.190000 3545.000000
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 0.100000 3818.000000 -98.000000 -2.500000 3916.000000
Gaming Innovation Group 161 -2.140000 4049.150000 -138.850000 -3.320000 4187.999942
Bactiguard Holding B 37 -9.090000 2738.000000 -222.000000 -7.500000 2960.000000
TOTAL 45979.580000 -743.020000 -1.46049% 46722.599938

Updated:¶

'2023-06-09 13:46:25.707238'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶